The June Phenomenon and the Changing Month of the Year Effect
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- Ling T. He & Shao C. He, 2011. "Has the November Effect Replaced the January Effect in Stock Markets?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 32, pages 481-486, October.
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- Anthony Gu, 2004. "The Reversing Weekend Effect: Evidence from the U.S. Equity Markets," Review of Quantitative Finance and Accounting, Springer, vol. 22(1), pages 5-14, January.
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JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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